CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 29-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0308 |
-0.0032 |
-0.3% |
1.0470 |
| High |
1.0350 |
1.0362 |
0.0012 |
0.1% |
1.0498 |
| Low |
1.0267 |
1.0291 |
0.0024 |
0.2% |
1.0267 |
| Close |
1.0311 |
1.0319 |
0.0008 |
0.1% |
1.0319 |
| Range |
0.0083 |
0.0071 |
-0.0012 |
-14.5% |
0.0231 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
25,088 |
27,438 |
2,350 |
9.4% |
118,033 |
|
| Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0499 |
1.0358 |
|
| R3 |
1.0466 |
1.0428 |
1.0339 |
|
| R2 |
1.0395 |
1.0395 |
1.0332 |
|
| R1 |
1.0357 |
1.0357 |
1.0326 |
1.0376 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0334 |
| S1 |
1.0286 |
1.0286 |
1.0312 |
1.0305 |
| S2 |
1.0253 |
1.0253 |
1.0306 |
|
| S3 |
1.0182 |
1.0215 |
1.0299 |
|
| S4 |
1.0111 |
1.0144 |
1.0280 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0918 |
1.0446 |
|
| R3 |
1.0823 |
1.0687 |
1.0383 |
|
| R2 |
1.0592 |
1.0592 |
1.0361 |
|
| R1 |
1.0456 |
1.0456 |
1.0340 |
1.0409 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0338 |
| S1 |
1.0225 |
1.0225 |
1.0298 |
1.0178 |
| S2 |
1.0130 |
1.0130 |
1.0277 |
|
| S3 |
0.9899 |
0.9994 |
1.0255 |
|
| S4 |
0.9668 |
0.9763 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0498 |
1.0267 |
0.0231 |
2.2% |
0.0075 |
0.7% |
23% |
False |
False |
23,606 |
| 10 |
1.0640 |
1.0267 |
0.0373 |
3.6% |
0.0078 |
0.8% |
14% |
False |
False |
21,512 |
| 20 |
1.0876 |
1.0267 |
0.0609 |
5.9% |
0.0072 |
0.7% |
9% |
False |
False |
19,055 |
| 40 |
1.0961 |
1.0267 |
0.0694 |
6.7% |
0.0074 |
0.7% |
7% |
False |
False |
19,551 |
| 60 |
1.0972 |
1.0267 |
0.0705 |
6.8% |
0.0068 |
0.7% |
7% |
False |
False |
13,095 |
| 80 |
1.1045 |
1.0267 |
0.0778 |
7.5% |
0.0061 |
0.6% |
7% |
False |
False |
9,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0548 |
|
1.618 |
1.0477 |
|
1.000 |
1.0433 |
|
0.618 |
1.0406 |
|
HIGH |
1.0362 |
|
0.618 |
1.0335 |
|
0.500 |
1.0327 |
|
0.382 |
1.0318 |
|
LOW |
1.0291 |
|
0.618 |
1.0247 |
|
1.000 |
1.0220 |
|
1.618 |
1.0176 |
|
2.618 |
1.0105 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 29-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0345 |
| PP |
1.0324 |
1.0336 |
| S1 |
1.0322 |
1.0328 |
|